PC: Wolfenstein 3D sent across the pond from the USA.
Atari 2600: Space invaders and Pac-man

Me...? I forget... My parents bought for me? Probably Mega Man 2 back in 80's along with the NES after playing it some in the supermarket, it was the console under glass with the famously sturdy controller sticking out of the box... Bubble man stage beginning with the waterfall was on display sitting there, alluring young me... Damn amazing.

Back in the day we couldn't afford games. They cost roughly as much as today, but that seemed much higher (there's probably been some inflation since then). When my parents offered to buy me one single item in the game shop, after much deliberation we chose "Megapack 8", i.e. a bundle that contained ten games for the price of one. There were 1-2 good ones, 3-4 mediocre ones, and the rest were just shovelware. There was Screamer 2 in it, Jagged Alliance: Deadly Games for sure, then Mechwarrior 2 and Broken Sword, just to name a few good ones.

I think that first "full" game I've bought , together with sibling, was Prince and Coward, added to polish magazine KŚ Gry in 2000. But in terms of buying "boxed game"... It was probably Croc: Legend of the Gobbos, which I technically didn't bought, but received for my birthday, but I was in the shop and choose it (in day of my birthday), so let's say that it could "qualify"... First game not from magazine which I've bought for my own money, was probably Lew Leon (Leo the Lion) from old "cheap series", released in Extra Klasyka.

So yeah, I've got a bit complicated history :P

The first game I actually bought was Battle Bugs in a fair. I used all the money I had ($10) on it, and still it was the cheapest game in the game store! Still I enjoyed it a lot.

Enduro, on Atari 2600. Good times.

Baldur's Gate 1 in 1999 because i'm not old, it was the first game i personally bought myself but i played games earlier though.

Resident Evil 1 original. Those were the days :)

Revs, from Jeoff Crammond.
But was my dad to buy it.

First game bought with my money has been Tornado, from Digital Integration.

Both games doesn t need presentation.

CD: Myst
Bought a $400 2x CD drive. Computer would barely run it.

Floppy: Star Trek Anniversary?
No sound

The first game I ever bought for myself was probably either Tie Fighter or Ultimate Doom, both somewhere around late 94-early 95.

There was an Eggheads Software store across the street from the local Best Buy. Eggheads always had the best early edition PC releases, and they had the floppy demo version of both games running on in-store monitors, tempting us PC gamers for months. Brick and mortar marketing. They just don't make 'em like that any more.